I tried to remove, re-install, use different USB ports, etc., but no luck...
The facts are these:
1) This is not a consistent behavior, I mean sometimes it just works as it should
2) When the problem occurs there are two "annoying ways" ways to solve it:
2.a) I unplug and re-plug the stick, this solves it 100% of times
2.b) Reboot the PC, most of the times it works, but not always, sometimes I need to reboot it twice
I tried this software USBDeview to make solution 2.a) simpler by running a bat file but it doesn't work; I have to physically connect and disconnect the stick.
Thrustmaster support says I should try it in another PC with USB 2.0 ports (mine are 3.0 and 3.1 but they were supposed to be backward compatible...)
I guess I have to live with it for the time being...